CME Canadian Dollar Future March 2015
Trading Metrics calculated at close of trading on 29-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2014 |
29-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
0.9201 |
0.9162 |
-0.0039 |
-0.4% |
0.9261 |
High |
0.9204 |
0.9162 |
-0.0042 |
-0.5% |
0.9270 |
Low |
0.9201 |
0.9162 |
-0.0039 |
-0.4% |
0.9195 |
Close |
0.9204 |
0.9162 |
-0.0042 |
-0.5% |
0.9195 |
Range |
0.0003 |
0.0000 |
-0.0003 |
-100.0% |
0.0075 |
ATR |
0.0021 |
0.0023 |
0.0001 |
7.1% |
0.0000 |
Volume |
71 |
2 |
-69 |
-97.2% |
145 |
|
Daily Pivots for day following 29-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9162 |
0.9162 |
0.9162 |
|
R3 |
0.9162 |
0.9162 |
0.9162 |
|
R2 |
0.9162 |
0.9162 |
0.9162 |
|
R1 |
0.9162 |
0.9162 |
0.9162 |
0.9162 |
PP |
0.9162 |
0.9162 |
0.9162 |
0.9162 |
S1 |
0.9162 |
0.9162 |
0.9162 |
0.9162 |
S2 |
0.9162 |
0.9162 |
0.9162 |
|
S3 |
0.9162 |
0.9162 |
0.9162 |
|
S4 |
0.9162 |
0.9162 |
0.9162 |
|
|
Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9445 |
0.9395 |
0.9236 |
|
R3 |
0.9370 |
0.9320 |
0.9216 |
|
R2 |
0.9295 |
0.9295 |
0.9209 |
|
R1 |
0.9245 |
0.9245 |
0.9202 |
0.9233 |
PP |
0.9220 |
0.9220 |
0.9220 |
0.9214 |
S1 |
0.9170 |
0.9170 |
0.9188 |
0.9158 |
S2 |
0.9145 |
0.9145 |
0.9181 |
|
S3 |
0.9070 |
0.9095 |
0.9174 |
|
S4 |
0.8995 |
0.9020 |
0.9154 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9270 |
0.9162 |
0.0108 |
1.2% |
0.0011 |
0.1% |
0% |
False |
True |
24 |
10 |
0.9270 |
0.9162 |
0.0108 |
1.2% |
0.0008 |
0.1% |
0% |
False |
True |
41 |
20 |
0.9356 |
0.9162 |
0.0194 |
2.1% |
0.0010 |
0.1% |
0% |
False |
True |
38 |
40 |
0.9356 |
0.9081 |
0.0275 |
3.0% |
0.0009 |
0.1% |
29% |
False |
False |
36 |
60 |
0.9356 |
0.9062 |
0.0294 |
3.2% |
0.0009 |
0.1% |
34% |
False |
False |
29 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9162 |
2.618 |
0.9162 |
1.618 |
0.9162 |
1.000 |
0.9162 |
0.618 |
0.9162 |
HIGH |
0.9162 |
0.618 |
0.9162 |
0.500 |
0.9162 |
0.382 |
0.9162 |
LOW |
0.9162 |
0.618 |
0.9162 |
1.000 |
0.9162 |
1.618 |
0.9162 |
2.618 |
0.9162 |
4.250 |
0.9162 |
|
|
Fisher Pivots for day following 29-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9162 |
0.9196 |
PP |
0.9162 |
0.9185 |
S1 |
0.9162 |
0.9173 |
|